az Struct Reference

#include <qle/models/crossassetanalytics.hpp>

Collaboration diagram for az:

Public Member Functions
	az (const Size i)
Real	eval (const CrossAssetModel &x, const Real t) const

Public Attributes
const Size	i_

Detailed Description

IR alpha component

Definition at line 442 of file crossassetanalytics.hpp.

Constructor & Destructor Documentation

az()

az

(

const Size

i

)

Definition at line 443 of file crossassetanalytics.hpp.

: i_(i) {}

Member Function Documentation

eval()

Real eval	(	const CrossAssetModel &	x,
		const Real	t
	)		const

Definition at line 444 of file crossassetanalytics.hpp.

{ return x.irlgm1f(i_)->alpha(t); }

Here is the call graph for this function:

Member Data Documentation

i_

const Size i_

Definition at line 445 of file crossassetanalytics.hpp.